"He has wireless modem to his notebook"
Do you mean that the notebook connects to the internet via a separate, wireless modem?
If you do, and you want to network these two machines, you would do better to connect the cable modem to a wireless router, and network the two machines via that. The Desktop machine can be connected to the router via an ethernet cable, and the notebook will have access via its built-in wireless adapter.
You'll be able to network the machines easliy, and each one will be able to access the internet, regardless of whether the other computer is running.